Dr. Antti Sakari Ilmanen, Ph.D. is a Principal and Managing Director since at AQR Capital Management, LLC. Dr. Ilmanen manages the firm’s portfolio. Antti Ilmanen, PhD, emphasizes the importance of diversification — including the use of market-neutral investment strategies — and warns. Antti Ilmanen’s 18 research works with citations and reads, including: Practical Applications of Contrarian Factor Timing is Deceptively Difficult.

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Georgeflorence rated it it was amazing Sep 07, Because there are no free things. First, everything that’s mentioned here are already dead, don’t you get? This sntti a tough read but those who take the time will be greatly rewarded. Aug 22, InvestingByTheBooks.

Deepay rated it it was amazing Feb 27, Cause and a consequence which ilmansn means that you can earn “returns” only if you create better lies illusions, “new truths” or just steal something in case of sugar or oil, as examples.

Dry reading, more textbook, less literature Still quite conceptual, lacks modern case studies Ugly: The single best investment book I know. Steven Resman rated it it was amazing Feb 25, Trivia About Expected Returns Jun 07, P rated it it was amazing Shelves: Tam Man Ki rated it it was amazing Apr 13, Jun 16, Jon rated it liked it.


Expected Returns: An Investor’s Guide to Harvesting Market Rewards by Antti Ilmanen

Robert Smith rated it it was amazing Jan 24, Adreno rated it really liked it Oct 12, They are firstly the time varying nature of expected returns, i. Expected returns of major asset classes, investment imlanen, and the effects of underlying risk factors such as growth, inflation, liquidity, and different risk perspectives, are also explained.

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The book glows with a passion to understand the world and antri author even includes his email for anyone that wants to comment on the book and take his learning process further. With this book we can all get that advice for a more modest fee than NBIM probably pays.

Secondly, the author often comes back to the notion of tail risk premium meaning that there is over time a payment to be had from owning assets that perform the worst at exactly the wrong time — when the stock market declines. An absolute required reading for anybody ilmmanen the quant finance space or those teaching themselves trading strategies and learning what risk premia is and how to capture it.

Because of that I had lowered rating to 2 stars as it seems if book hinders some religious thoughts, I can’t tolerate it, we have many religious economists nowadays who just can’t seem to see data and we have many underrated great books with profound insights.


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Expected Returns: An Investor’s Guide to Harvesting Market Rewards

Judging expected returns requires balancing historical returns with both theoretical considerations and current market conditions. Alex Burns rated it really liked it Nov 02, Justin Leenhouts rated it liked it Sep 10, It would almost be a pity if too many read the book.

ChrisGro rated it it was amazing Jun 10, Marija Kiveryte rated it it was amazing Nov 23, Solid academic study, explanations are comprehensive Provide coverage on various investment methods and principles Bad: Justin rated it liked it Jan 22, Let me tell one thing, the expected long term return is 0, and that’s it, ilnanen big science and useless analyses. Craig rated it it was amazing Mar 13, John rated it it was amazing Dec 02,